+116.1%
PG vs DHR
+209.4%
-93.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.8% | -3.6% | +2.8% | +0.1% |
| 30D | +0.8% | -2.7% | +3.6% | +1.4% |
| 3M | -1.3% | +10.9% | -12.3% | -4.5% |
| 6M | -3.8% | +3.0% | -6.9% | -5.4% |
| YTD | +3.6% | -12.2% | +15.8% | +6.3% |
| 1Y | -5.7% | +3.3% | -9.0% | -8.0% |
| 3Y | +1.6% | -8.2% | +9.8% | 0.0% |
| 5Y | +14.6% | -29.9% | +44.5% | +21.6% |
| All | +116.1% | +209.4% | -93.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling